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  High-Dimensional Conditionally Gaussian State Space Models with Missing Data

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  Testing for Identification in Potentially Misspecified Linear GMM

• Machine Learning and Econometric Causality

• Estimating Volatility of Volatility using High Frequency Data

• Siddhartha Chib

• Vadim Marmer

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  Demand Analysis with Many Prices

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  Regressions in Impulse Response Space

• Point Decisions for Interval-Identified Parameters

• Simulation-Based Selection of Competing Structural Econometric Models

• Uniform Inference in Panel Autoregression

• Large-dimensional factor modeling based on high-frequency observations

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  Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications - Job Talk

• No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

• Generalized Jackknife Estimators of Weighted Average Derivatives